+207.2%
UMC vs TT
+10.3%
+196.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | +7.7% | -7.4% | +15.1% | +11.7% |
| 3M | +1.7% | -3.2% | +4.9% | +4.8% |
| 6M | +113.9% | +1.1% | +112.8% | +117.4% |
| YTD | +168.9% | +15.6% | +153.3% | +179.1% |
| 1Y | +207.2% | +9.2% | +198.0% | +226.9% |
| All | +207.2% | +10.3% | +196.9% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling